Preheat the oven to 350 degrees F (180 degrees C). Lightly spray an 8x4-inch loaf pan with cooking spray.
For meatloaf, stir together chicken, breadcrumbs, shallot, Parmesan cheese, mayonnaise, egg, parsley, capers, salt, pepper, and garlic powder in a large bowl until just combined. Transfer mixture to the prepared loaf pan.
Bake, uncovered, in the preheated oven for 40 minutes.
Meanwhile, for glaze, stir together mayonnaise, Parmesan cheese, lemon juice, and garlic powder in a small bowl.
Remove loaf from the oven and spread mayonnaise mixture over the top. Return to the oven and bake until an instant-read thermometer inserted into the thickest portion of loaf reads 165 degrees F (73 degrees C), 10 to 15 minutes more.
Remove loaf from the oven, and let it rest 10 minutes.
While loaf is resting, prepare the sauce. Heat oil in a large deep skillet over medium-high heat. Add shallot, capers, and garlic to the skillet and cook, stirring constantly, for 1 minute. Pour in wine and stock and bring to a boil. Reduce heat to medium-low; simmer until liquid is reduced by half, stirring occasionally, 6 to 7 minutes.
Whisk lemon juice into reduced sauce. Add cold butter, and stir constantly until well incorporated and slightly thickened. Remove from heat.
Slice meatloaf and drizzle generously with sauce to serve. Garnish with chopped parsley.